+144.1%
FTNT vs WPM
+259.8%
-115.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.2% |
| 7D | +1.6% | -3.6% | +5.2% | +1.8% |
| 30D | -1.9% | +12.5% | -14.4% | -2.4% |
| 3M | +14.4% | +40.6% | -26.2% | +12.0% |
| 6M | +88.7% | +0.5% | +88.1% | +88.2% |
| YTD | +100.0% | +29.0% | +71.0% | +95.3% |
| 1Y | +99.9% | +43.8% | +56.1% | +93.5% |
| All | +144.1% | +259.8% | -115.7% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling